Simulation of Stochastic Processes with Given Accuracy and Reliability
Autor Yuriy V. Kozachenko, Oleksandr O. Pogorilyak, Iryna V. Rozora, Antonina M. Tegzaen Limba Engleză Hardback – 23 noi 2016
- Provides an analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes
- Contains information on the study of the issue of accuracy and confidence level of constructed models not found in other books on the topic
- Provides methods and tools in measuring accuracy and reliability in functional spaces
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Specificații
ISBN-13: 9781785482175
ISBN-10: 1785482173
Pagini: 346
Dimensiuni: 152 x 229 x 22 mm
Greutate: 0.63 kg
Editura: ELSEVIER SCIENCE
ISBN-10: 1785482173
Pagini: 346
Dimensiuni: 152 x 229 x 22 mm
Greutate: 0.63 kg
Editura: ELSEVIER SCIENCE
Public țintă
Graduate and post-graduates on modeling and simulation courses; Specialists in probability theory,and mathematical statistics who are interested in the theory and applications of stochastic simulationCuprins
1. The Distribution of the Estimates for the Norm of Sub-Gaussian Stochastic Processes.
2. Simulation of Stochastic Processes Presented in the Form of Series.
3. Simulation of Gaussian Stochastic Processes with Respect to Output Processes of the System.
4. The Construction of the Model of Gaussian Stationary Processes.
5. The Modeling of Gaussian Stationary Random?Processes with a Certain Accuracy and Reliability.
6. Simulation of Cox Random Processes.
7. On the Modeling of Gaussian Stationary Processes with Absolutely Continuous Spectrum.
8. Simulation of Gaussian Isotropic Random Fields on a Sphere.
2. Simulation of Stochastic Processes Presented in the Form of Series.
3. Simulation of Gaussian Stochastic Processes with Respect to Output Processes of the System.
4. The Construction of the Model of Gaussian Stationary Processes.
5. The Modeling of Gaussian Stationary Random?Processes with a Certain Accuracy and Reliability.
6. Simulation of Cox Random Processes.
7. On the Modeling of Gaussian Stationary Processes with Absolutely Continuous Spectrum.
8. Simulation of Gaussian Isotropic Random Fields on a Sphere.
Recenzii
"The book will be useful both for mathematicians and practitioners who deal with stochastic models. It contains rigorous formulas together with simulation results. The mathematical level of the book is high, however it is accessible for everybody who is interested in approximations of stochastic processes." --Zentralblatt MATH 1376